Unbiasedness of the likelihood ratio test for lattice conditional independence models

DOI10.1006/JMVA.1995.1021MaRDI QIDQ1893349zbMATH OpenOpenAlexFDO

Authors Michael D. Perlman, Steen A. Andersson

Publication date 6 September 1995

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/df5c534d030738efe60fa81649fb27852e6255c4

zbMATH Keywords

distributive latticejoin-irreducible elementslikelihood ratio testmaximum likelihood estimatormultivariate normal distributionpairwise conditional independenceunbiasedness

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

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Cited in

(8)

• Normal linear regression models with recursive graphical Markov structure
• Enriched conjugate and reference priors for the Wishart family on symmetric cones
• Estimation and testing for lattice conditional independence models on Euclidean Jordan algebras
• A universal algebraic approach for conditional independence
• Lattice conditional independence models for seemingly unrelated regressions
• Uniformly most powerful unbiased test for conditional independence in Gaussian graphical model
• Inadmissibility of the maximum likelihood estimator of normal covariance matrices with the lattice conditional independence
• Finite-sample inference with monotone incomplete multivariate normal data. I.

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